The miracle had no connection to the land of Israel, unlike the other holidays.

The reading of the Megillah serves as the Hallel of the day. Rabbi Yitzchak Hutner explains that we read the "hidden Hallel" of the book of Esther for the "hidden miracle" that is Purim.

The Meiri, based on this answer, says that if you're stuck without a megillah, you should go ahead and say Hallel. I've heard this suggested today (without a bracha), but generally we don't follow this Meiri.

When the story was over, we were still living under Ahasueros' rule; while at the close of the book of Esther, the second-in-command was Mordecai, there was nothing from stopping the fickle king from choosing an anti-Semitic advisor and mission the very next day.

there seems to be a fundamental machlokes in how to understand what the gemara means when it says " reading the megilla is like saying hallel". the meiri understands it fulfills it, so if one is in a place with no megilla, they then should say hallel. however the Rambam ( megilla- chanuka perek 3 ) says " hallel wasnt instituted on purim because of megilla " . which sounds like it was never instituted at all .
some explain that hallel can only be said on an obvious miracle. one cannot say hallel on the hidden discreet nature of the purim miracle , rather reads the megilla and gleans the true story, which in itself fulfills hallel. but if no megilla , no hallel. chacham ovadia yosef rules that if no megilla , one should say hallel without a beracha .